Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51634.77 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48435.71 Kr¶

PnL: ---------------------------------------> -651.86 Kr¶

DD now: ---------------------------------> -0.596 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:56:37.148605'

Anic Portfolio¶

Today¶

Return: -0.008 %¶

This Week¶

Return: 8.642 %¶

Total¶

Return: 69.039 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 2.880000 800.800000 127.800000 18.990000 673.000000
FM Mattsson Mora Group B 54 -3.790000 3294.000000 114.000000 3.580000 3180.000006
Nordea Bank Abp 29 0.970000 3565.840000 111.840000 3.240000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.450000 3466.400000 89.400000 2.650000 3377.000000
Swedbank A 3 2.590000 616.800000 52.800000 9.360000 564.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
Resurs Holding 22 0.860000 616.660000 42.660000 7.430000 573.999998
AcadeMedia 12 0.280000 593.040000 36.040000 6.470000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.210000 388.300000 33.300000 9.380000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.710000 554.000000 27.000000 5.120000 527.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Securitas B 6 2.390000 585.720000 15.720000 2.760000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.670000 537.600000 5.600000 1.050000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Karnov Group 9 -0.330000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.140000 545.000000 -1.000000 -0.180000 546.000000
Corem Property Group B 59 2.090000 575.550000 -1.450000 -0.250000 576.999999
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Boozt 12 1.100000 1648.800000 -5.200000 -0.310000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.660000 508.170000 -25.830000 -4.840000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -1.610000 536.600000 -37.400000 -6.520000 574.000000
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.470000 1849.100000 -139.900000 -7.030000 1989.000002
Axfood 15 -3.270000 3901.500000 -398.500000 -9.270000 4300.000005
Ovzon 64 -0.380000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48443.240000 -644.330000 -0.58155% 49087.564636

Updated:¶

'2023-02-01 12:56:19.788787'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶